From Aviation Herald:"A Southwest Airlines Boeing 737-300, registration N645SW performing flight WN-481 from Las Vegas,NV to Tulsa,OK (USA) with 136 passengers and 5 crew, was climbing out of Las Vegas' runway 25R in contact with departure frequency when the crew reported they may have the aircraft on fire and requested an immediate turn back to the airport runway 25R. The aircraft stopped the climb at 6300 feet and returned to runway 25R for a safe landing about 10 minutes after departure. Attending emergency services found no trace of fire, heat or smoke, the aircraft taxied to the apron where passengers disembarked normally.

Because multiple KLAS frequencies are handled by two feeds, not all comms were picked up. But the interesting thing (to me) about what was captured is that the pilot perhaps felt he wasn't being taken seriously enough...